Missed chances proved costly, as Odion Ighalo's late strike condemned Rovers to a cruel 1-0 defeat at Watford.
At the end of an even first-half, Ben Marshall almost broke the deadlock on the stroke of half-time, forcing a fine save from Heurelho Gomes from a free-kick.
Rovers dominated the second period for long spells, with Jordan Rhodes and Craig Conway both going close on a couple of occasions, before Ighalo grabbed the only goal of the game from a corner eight minutes from time.
Following last weekend's victory over Fulham, Rovers stuck with the same team for the trip to Vicarage Road.
It was the first time since September that manager Gary Bowyer had named an unchanged starting line-up.
That meant that striker Chris Brown, who scored home and away against Watford for Doncaster last season, retained his place up front, with fellow forwards Rudy Gestede (thigh) and Josh King (back) both back on the bench after recovering from injuries.
Captain Grant Hanley led the team out on his 150th appearance for the club, whilst defensive partner Shane Duffy missed out for personal reasons.
The hosts, who made one change to the side that lost 2-0 at table-toppers Bournemouth last time out, made a bright start - Miguel Layun lashing a couple of early efforts well wide of Jason Steele's right-hand post.
Rovers responded well. On four minutes, Marshall fired a 30-yard free-kick high over the bar. Moments later, a Jay Spearing corner from right was headed back across by Hanley to Rhodes, who looked hooked the ball goalwards, but it was deflected over for another corner.
From it, Watford broke quickly. Ikechi Anya slipped in Layun, who looked to pick out the top corner, but Steele made a strong one-handed save to tip the ball behind.
From the resulting Layun corner, the unmarked Gabriele Angella planted a free header straight at the grateful Steele.
Rovers threatened from a corner of their own moments later, but Brown headed wide from Spearing's delivery.
Chances continued at either end. On 14 minutes, Ighalo teed up Ben Watson, who fired a crisp 25-yard drive just over the bar.
At the other end, a Rovers free-kick up to Brown was cushioned into the path of strike-partner Rhodes, who fired a fizzing first-time volley inches over the up-right.
Brown displayed his dominance in the air once again, rising to meet Conway's free-kick, but he headed inches wide of the target, with Heurelho Gomes beaten.
Watford came back. On 35 minutes, Anya got down the left and crossed from the byline, Matt Kilgallon couldn't make a clean connection with his header, but Markus Olsson made a brilliant block to deny Troy Deeney. Anya then fired an effort of his own well wide.
Rovers almost made the breakthrough in added-time at the end of the first half. Rhodes was fouled 25 yards out, Marshall took the free-kick, made Gomes made a superb diving save to palm the ball around the post.
Rovers picked up where they left off after the interval. On 51 minutes, Brown battled well to win the ball, Marshall delivered a sublime cross from the right, which Rhodes met in the middle, but his header went just over.
Moments later, Rhodes flicked the ball round the corner to Conway, who blazed over the bar. A miss-hit Olsson cross then almost found the far corner.
Rovers remained in the ascendancy. On 59 minutes, Spearing sent Conway in the clear down the left, his cross towards Marshall was punched clear by Gomes, only as far as Rhodes, whose goal-bound shot was blocked.
Watford's made an immediate change, with Matej Vydra replacing Tommie Hoban on the hour mark.
Rovers' response was to make a change of their own, with Gestede and Tom Cairney coming on for Brown and Marshall. Cairney was immediately involved, finding Conway, whose attempted curler from just outside the box forced a smart save from Gomes.
Rovers really should have opened the scoring on 72 minutes, with two chances in quick succession. Lowe crossed the ball into the box from the right, Gestede headed down to Rhodes, who had the goal at his mercy, but Gomes somehow scrambled it behind. The resulting corner came out to Conway, whose 25-yard drive was superbly tipped over the bar by Brazilian keeper.
The visitors threatened again on 78 minutes. Conway again found himself in space down the left, he cut the ball back to Cairney on the edge of the area, but he blazed wildly over the bar.
Minutes later, Conway again got clear down the left and was brought down by Paredes, who was lucky not to pick up a second yellow for a foul right on the edge of the box. Conway took the free-kick himself and Gomes had to parry the ball behind.
And Rovers were made to may for those missed chances, as Watford broke the deadlock on 83 minutes with virtually their first clear-cut chance of the half. Layun's corner from the right was flicked on in the middle, Ighalo hooked it goalwards, Steele tipped it onto the post, but the ball bounced back over the line.
As Rovers pushed forward in search of an equaliser, Watford twice came close to doubling their advantage on the break in added time. First, Vydra's cross-shot was deflected onto the outside of the post, before Watford again had the ball in the back of the Rovers net, only for it to be ruled out for offside.
As the full-time whistle went, keeper Gomes was announced as man of the match, summing up Rovers' superiority.
Next up is Rotherham United at home on Tuesday night.
WATFORD: Gomes, Cathcart, Angella, Hoban (Vydra 60), Layun (Tozser 89), Munari, Paredes, Watson (Abdi 74), Anya, Deeney, Ighalo.
Subs not used: Doyley, Pudil, Bond, Forestieri.
Goal: Ighalo (83).
Booked: Paredes (20), Cathcart (28), Munari (45+1).
ROVERS: Steele, Lowe, Hanley, Kilgallon, Olsson, Conway, Evans, Spearing (King 87), Marshall (Cairney 67), Brown (Gestede 67), Rhodes.
Subs not used: Eastwood, Baptiste, Spurr, Taylor.
Booked: Spearing (19), Kilgallon (54).
Attendance: 15,011 (including 720 Rovers fans).